AVP / VP, MVRM Market Risk Analysis and Control – Portfolio and Asset Class Coverage

Full Time

International Investment Banking Client

Office Status: Hybrid

Salary Range: $110,000-$220,000

Responsibilities:

  • Deliver analysis and explain statistical models; these include, but are not limited to (VaR), (SVaR), Incremental Risk Charge (IRC), (RWA) and (EC)
  • Analyze, explain, and specify stress test models by using data analysis and quantitative techniques
  • Perform ad hoc “What-if” impact analysis on statistical models of new trades (e.g., VaR)
  • Provide analytical support to Risk Managers to facilitate risk management / business decisions
  • Contribute to methodological enhancements and quantitative impact analysis
  • Identify and resolve data quality and inconsistency issues
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